-75.5%
PINS vs COMP
-49.2%
-26.3%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.2% | -0.6% |
| 7D | -6.2% | +14.5% | -20.7% | -9.0% |
| 30D | -10.9% | +14.9% | -25.8% | -13.8% |
| 3M | -19.5% | -14.2% | -5.3% | -17.5% |
| 6M | -10.4% | +23.7% | -34.1% | -15.5% |
| YTD | -26.4% | +2.1% | -28.5% | -29.2% |
| 1Y | -29.6% | +26.2% | -55.8% | -35.6% |
| 3Y | -39.0% | +470.9% | -509.9% | -65.1% |
| 5Y | -59.1% | -14.0% | -45.1% | -66.9% |
| All | -75.5% | -49.2% | -26.3% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COMP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling